IN CONTRACTS-NOT DELTA ADJUSTED
REPORT DATE: 5/3/2016 | ||||||||||||
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG CALLS |
% |
SHORT CALLS |
% |
CALL O.I. |
LONG PUTS |
% |
SHORT PUTS |
% |
PUT O.I. |
NYME #2 HEATING OIL, NY HARBOR-ULSD |
U.S. |
2,065 |
4.0 |
790 |
1.5 |
51,700 |
340 |
1.4 |
100 |
0.4 |
24,413 | |
NON U.S. |
4,670 |
9.0 |
5,631 |
10.9 |
1,300 |
5.3 |
705 |
2.9 |
||||
6 |
6,735 |
13.0 |
6,421 |
12.4 |
|
1,640 |
6.7 |
805 |
3.3 |
|||
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
343,039 |
9.8 |
307,032 |
8.8 |
3,497,329 |
156,746 |
6.4 |
145,504 |
5.9 |
2,447,238 | |
NON U.S. |
62,045 |
1.8 |
87,468 |
2.5 |
43,906 |
1.8 |
31,656 |
1.3 |
||||
9 |
405,084 |
11.6 |
394,500 |
11.3 |
|
200,652 |
8.2 |
177,160 |
7.2 |
|||
NYME EUR STYLE NATURAL GAS OPTIONS |
U.S. |
132,075 |
7.4 |
136,168 |
7.7 |
1,773,580 |
61,475 |
5.9 |
36,895 |
3.6 |
1,033,278 | |
NON U.S. |
71,232 |
4.0 |
131,441 |
7.4 |
38,806 |
3.8 |
39,837 |
3.9 |
||||
11 |
203,307 |
11.5 |
267,609 |
15.1 |
|
100,281 |
9.7 |
76,732 |
7.4 |
|||
NYME NAT GAS OPT ON CALENDAR STRIP |
U.S. |
1,100 |
12.8 |
700 |
8.1 |
8,606 |
1,440 |
25.8 |
400 |
7.2 |
5,580 | |
NON U.S. |
800 |
9.3 |
2,908 |
33.8 |
0 |
0.0 |
2,020 |
36.2 |
||||
9 |
1,900 |
22.1 |
3,608 |
41.9 |
|
1,440 |
25.8 |
2,420 |
43.4 |
|||
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
26,721 |
2.4 |
69,642 |
6.1 |
1,133,055 |
34,046 |
2.9 |
72,294 |
6.1 |
1,182,918 |
NON U.S. |
10 |
20,825 |
1.8 |
65,530 |
5.8 |
81,995 |
6.9 |
25,920 |
2.2 |
|||
16 |
47,546 |
4.2 |
135,172 |
11.9 |
|
116,041 |
9.8 |
98,214 |
8.3 |
|||
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
7,367 |
4.0 |
3,000 |
1.6 |
185,335 |
10,403 |
1.7 |
10,650 |
1.7 |
613,600 | |
NON U.S. |
825 |
0.4 |
2,000 |
1.1 |
11,600 |
1.9 |
2,000 |
0.3 |
||||
8 |
8,192 |
4.4 |
5,000 |
2.7 |
|
22,003 |
3.6 |
12,650 |
2.1 |
|||
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
60,959 |
14.3 |
46,770 |
10.9 |
427,307 |
28,430 |
10.1 |
23,413 |
8.3 |
281,638 | |
NON U.S. |
15,785 |
3.7 |
14,315 |
3.4 |
12,375 |
4.4 |
5,600 |
2.0 |
||||
13 |
76,744 |
18.0 |
61,085 |
14.3 |
|
40,805 |
14.5 |
29,013 |
10.3 |
|||
ICEU WTI CRUDE OIL 1ST LINE-LINKED |
U.S. |
6,191 |
26.1 |
6,931 |
29.2 |
23,711 |
6,325 |
24.6 |
6,530 |
25.4 |
25,705 | |
NON U.S. |
1,650 |
7.0 |
3,290 |
13.9 |
1,400 |
5.4 |
1,560 |
6.1 |
||||
10 |
7,841 |
33.1 |
10,221 |
43.1 |
|
7,725 |
30.1 |
8,090 |
31.5 |
|||
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
132,073 |
7.1 |
149,352 |
8.1 |
1,852,509 |
69,649 |
5.7 |
65,872 |
5.4 |
1,231,142 | |
NON U.S. |
108,573 |
5.9 |
153,050 |
8.3 |
90,262 |
7.3 |
50,748 |
4.1 |
||||
19 |
240,646 |
13.0 |
302,402 |
16.3 |
|
159,911 |
13.0 |
116,620 |
9.5 |
|||
NYME CRUDE OIL AVG PRICE OPTIONS |
U.S. |
26,891 |
14.3 |
23,448 |
12.5 |
187,881 |
12,460 |
10.6 |
14,452 |
12.2 |
118,065 | |
NON U.S. |
19,351 |
10.3 |
44,772 |
23.8 |
24,010 |
20.3 |
18,375 |
15.6 |
||||
9 |
46,242 |
24.6 |
68,220 |
36.3 |
|
36,470 |
30.9 |
32,827 |
27.8 |
|||
NYME BRENT AVG PRICE OPTIONS |
U.S. |
1,705 |
6.3 |
2,451 |
9.0 |
27,266 |
2,104 |
10.2 |
3,116 |
15.2 |
20,562 | |
NON U.S. |
6,990 |
25.6 |
6,790 |
24.9 |
4,138 |
20.1 |
4,337 |
21.1 |
||||
9 |
8,695 |
31.9 |
9,241 |
33.9 |
|
6,242 |
30.4 |
7,453 |
36.2 |
|||
ICUS COFFEE C |
NON U.S. |
200 |
0.2 |
160 |
0.2 |
97,909 |
4 |
0.00 |
240 |
0.4 |
63,517 | |
5 |
200 |
0.2 |
160 |
0.2 |
|
4 |
0.00 |
240 |
0.4 |
|||
CMX SILVER |
U.S. |
5,619 |
6.0 |
6,181 |
6.6 |
93,632 |
799 |
1.9 |
1,100 |
2.7 |
41,176 | |
NON U.S. |
4,836 |
5.2 |
11,990 |
12.8 |
3,469 |
8.4 |
2,684 |
6.5 |
||||
10 |
10,455 |
11.2 |
18,171 |
19.4 |
|
4,268 |
10.4 |
3,784 |
9.2 |
|||
CMX GOLD |
U.S. |
37,697 |
4.6 |
47,390 |
5.8 |
816,797 |
12,489 |
3.5 |
7,348 |
2.0 |
359,847 | |
NON U.S. |
68,317 |
8.4 |
92,012 |
11.3 |
29,204 |
8.1 |
35,711 |
9.9 |
||||
16 |
106,014 |
13.0 |
139,402 |
17.1 |
|
41,693 |
11.6 |
43,059 |
12.0 |
|||
CME JAPANESE YEN |
U.S. |
752 |
1.0 |
1,928 |
2.6 |
74,930 |
900 |
1.0 |
1,883 |
2.2 |
86,139 | |
NON U.S. |
4,009 |
5.4 |
490 |
0.7 |
3,700 |
4.3 |
117 |
0.1 |
||||
5 |
4,761 |
6.4 |
2,418 |
3.2 |
|
4,600 |
5.3 |
2,000 |
2.3 |
|||
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
275,838 |
1.8 |
204,928 |
1.3 |
15,230,656 |
447,973 |
2.0 |
190,107 |
0.9 |
22,059,041 |
NON U.S. |
27 |
698,788 |
4.6 |
249,075 |
1.6 |
927,008 |
4.2 |
318,068 |
1.4 |
|||
34 |
974,626 |
6.4 |
454,003 |
3.0 |
|
1,374,981 |
6.2 |
508,175 |
2.3 |
|||
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
0 |
0.0 |
0 |
0.0 |
1,740,207 |
39 |
0.00 |
0 |
0.0 |
2,690,182 | |
NON U.S. |
13,440 |
0.8 |
7,534 |
0.4 |
4,728 |
0.2 |
9,968 |
0.4 |
||||
7 |
13,440 |
0.8 |
7,534 |
0.4 |
|
4,767 |
0.2 |
9,968 |
0.4 |